There are two new power buttons on the Windows Vista start menu that behave differently than in previous versions of Windows.  The main button, that looks like a power button actually puts your computer to sleep, not really turning it completely off. The other button locks your computer.  I personally do not like putting my computer to sleep.  I would rather turn it off completely to save some power and save some money on my electric bill when I am sleeping. 

Follow the steps below to customize these button to work how you want them to work:

1. Click on the Start Menu and type in Power Options and hit Enter.
2. Click on Choose what power buttons do on the side menu.
3. Configure the buttons.
4. Hit Save Changes.